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Emerging market ETFs
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Emerging market ETFs, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.


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Returns By Period


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Monthly Returns


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Expense Ratio

Emerging market ETFs has an expense ratio of 0.38%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Emerging market ETFs ranks 53 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


Emerging market ETFs Risk / Return Rank: 5353
Overall Rank
Emerging market ETFs Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
Emerging market ETFs Sortino Ratio Rank: 4141
Sortino Ratio Rank
Emerging market ETFs Omega Ratio Rank: 5656
Omega Ratio Rank
Emerging market ETFs Calmar Ratio Rank: 6161
Calmar Ratio Rank
Emerging market ETFs Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for Emerging market ETFs. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield


Emerging market ETFs doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Emerging market ETFs. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The portfolio has not yet recovered.

The current Emerging market ETFs drawdown is 8.32%.


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Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

Not enough data to calculate this metric.


Diversification Ratio

Not enough data to calculate this metric.